CME British Pound Future December 2018
| Trading Metrics calculated at close of trading on 28-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2018 |
28-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2910 |
1.2960 |
0.0050 |
0.4% |
1.2809 |
| High |
1.2963 |
1.2990 |
0.0027 |
0.2% |
1.2998 |
| Low |
1.2892 |
1.2929 |
0.0037 |
0.3% |
1.2797 |
| Close |
1.2954 |
1.2929 |
-0.0025 |
-0.2% |
1.2909 |
| Range |
0.0071 |
0.0061 |
-0.0010 |
-14.1% |
0.0201 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
309 |
691 |
382 |
123.6% |
4,600 |
|
| Daily Pivots for day following 28-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3132 |
1.3092 |
1.2963 |
|
| R3 |
1.3071 |
1.3031 |
1.2946 |
|
| R2 |
1.3010 |
1.3010 |
1.2940 |
|
| R1 |
1.2970 |
1.2970 |
1.2935 |
1.2960 |
| PP |
1.2949 |
1.2949 |
1.2949 |
1.2944 |
| S1 |
1.2909 |
1.2909 |
1.2923 |
1.2899 |
| S2 |
1.2888 |
1.2888 |
1.2918 |
|
| S3 |
1.2827 |
1.2848 |
1.2912 |
|
| S4 |
1.2766 |
1.2787 |
1.2895 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3504 |
1.3408 |
1.3020 |
|
| R3 |
1.3303 |
1.3207 |
1.2964 |
|
| R2 |
1.3102 |
1.3102 |
1.2946 |
|
| R1 |
1.3006 |
1.3006 |
1.2927 |
1.3054 |
| PP |
1.2901 |
1.2901 |
1.2901 |
1.2926 |
| S1 |
1.2805 |
1.2805 |
1.2891 |
1.2853 |
| S2 |
1.2700 |
1.2700 |
1.2872 |
|
| S3 |
1.2499 |
1.2604 |
1.2854 |
|
| S4 |
1.2298 |
1.2403 |
1.2798 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2998 |
1.2864 |
0.0134 |
1.0% |
0.0072 |
0.6% |
49% |
False |
False |
939 |
| 10 |
1.2998 |
1.2735 |
0.0263 |
2.0% |
0.0072 |
0.6% |
74% |
False |
False |
596 |
| 20 |
1.3228 |
1.2735 |
0.0493 |
3.8% |
0.0075 |
0.6% |
39% |
False |
False |
384 |
| 40 |
1.3451 |
1.2735 |
0.0716 |
5.5% |
0.0079 |
0.6% |
27% |
False |
False |
469 |
| 60 |
1.3586 |
1.2735 |
0.0851 |
6.6% |
0.0074 |
0.6% |
23% |
False |
False |
323 |
| 80 |
1.3756 |
1.2735 |
0.1021 |
7.9% |
0.0066 |
0.5% |
19% |
False |
False |
247 |
| 100 |
1.4491 |
1.2735 |
0.1756 |
13.6% |
0.0062 |
0.5% |
11% |
False |
False |
203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3249 |
|
2.618 |
1.3150 |
|
1.618 |
1.3089 |
|
1.000 |
1.3051 |
|
0.618 |
1.3028 |
|
HIGH |
1.2990 |
|
0.618 |
1.2967 |
|
0.500 |
1.2960 |
|
0.382 |
1.2952 |
|
LOW |
1.2929 |
|
0.618 |
1.2891 |
|
1.000 |
1.2868 |
|
1.618 |
1.2830 |
|
2.618 |
1.2769 |
|
4.250 |
1.2670 |
|
|
| Fisher Pivots for day following 28-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2960 |
1.2928 |
| PP |
1.2949 |
1.2928 |
| S1 |
1.2939 |
1.2927 |
|